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Algorithms for Decision Making textbook
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UKF algorithm (19.5) #74

Closed johannes-fischer closed 3 years ago

johannes-fischer commented 3 years ago

  1. The algorithm description mentions scalars $\alpha, \beta, \kappa$ which do not appear in the algorithm.

  2. Example 19.4 sounds like sqrt(::Matrix) cannot be used to compute a matrix square root with A=BB'. However, in alg 19.5 sqrt is used instead of the earlier mentioned Cholesky decomposition. I assume that sqrt(A::Matrix) returns a symmetric matrix if A is symmetric positive definite in which case it doesn't matter, but maybe example 19.4 should reflect this.

tawheeler commented 3 years ago

Hmm - not sure why the algorithm was reverted to sqrt. I moved it to Cholesky, fixed the caption, and added you to the acknowledgements. Thanks!